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"cells": [
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"# Realization of Recursive Filters\n",
"\n",
"*This jupyter notebook is part of a [collection of notebooks](../index.ipynb) on various topics of Digital Signal Processing. Please direct questions and suggestions to [Sascha.Spors@uni-rostock.de](mailto:Sascha.Spors@uni-rostock.de).*"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Direct Form Structures\n",
"\n",
"The output signal $y[k] = \\mathcal{H} \\{ x[k] \\}$ of a recursive linear-time invariant (LTI) system is given by\n",
"\n",
"\\begin{equation}\n",
"y[k] = \\frac{1}{a_0} \\left( \\sum_{m=0}^{M} b_m \\; x[k-m] - \\sum_{n=1}^{N} a_n \\; y[k-n] \\right)\n",
"\\end{equation}\n",
"\n",
"where $a_n$ and $b_m$ denote constant coefficients and $N$ the order. Note that systems with $M > N$ are in general not stable. The computational realization of above equation requires additions, multiplications, the actual and past samples of the input signal $x[k]$, and the past samples of the output signal $y[k]$. Technically this can be realized by\n",
"\n",
"* adders\n",
"* multipliers, and\n",
"* unit delays or storage elements.\n",
"\n",
"These can be arranged in different topologies. A certain class of structures, which is introduced in the following, is known as *direct form structures*. Other known forms are for instance [cascaded sections](cascaded_structures.ipynb), parallel sections, lattice structures and state-space structures.\n",
"\n",
"For the following it is assumed that $a_0 = 1$. This can be achieved for instance by dividing the remaining coefficients by $a_0$."
]
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"source": [
"### Direct Form I\n",
"\n",
"The [direct form I](https://en.wikipedia.org/wiki/Digital_filter#Direct_Form_I) is derived by rearranging above equation for $a_0 = 1$\n",
"\n",
"\\begin{equation}\n",
"y[k] = \\sum_{m=0}^{M} b_m \\; x[k-m] + \\sum_{n=1}^{N} - a_n \\; y[k-n]\n",
"\\end{equation}\n",
"\n",
"It is now evident that we can realize the recursive filter by a superposition of a non-recursive and a recursive part. With the elements given above, this results in the following block-diagram\n",
"\n",
"\n",
"\n",
"This representation is not canonical since $N + M$ unit delays are required to realize a system of order $N$. A benefit of the direct form I is that there is essentially only one summation point which has to be taken care of when considering quantized variables and overflow. The output signal $y[k]$ for the direct form I is computed by realizing above equation.\n",
"\n",
"The block diagram of the direct form I can be interpreted as the cascade of two systems. Denoting the signal in between both as $w[k]$ and discarding initial values we get\n",
"\n",
"\\begin{align}\n",
"w[k] &= \\sum_{m=0}^{M} b_m \\; x[k-m] = h_1[k] * x[k] \\\\\n",
"y[k] &= w[k] + \\sum_{n=1}^{N} - a_n \\; w[k-n] = h_2[k] * w[k] = h_2[k] * h_1[k] * x[k]\n",
"\\end{align}\n",
"\n",
"where $h_1[k] = [b_0, b_1, \\dots, b_M]$ denotes the impulse response of the non-recursive part and $h_2[k] = [1, -a_1, \\dots, -a_N]$ for the recursive part. From the last equality of the second equation and the commutativity of the convolution it becomes clear that the order of the cascade can be exchanged."
]
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"metadata": {},
"source": [
"### Direct Form II\n",
"\n",
"The [direct form II](https://en.wikipedia.org/wiki/Digital_filter#Direct_Form_II) is yielded by exchanging the two systems in above block diagram and noticing that there are two parallel columns of delays which can be combined, since they are redundant. For $N=M$ it is given as\n",
"\n",
"\n",
"\n",
"Other cases with $N \\neq M$ can be considered for by setting coefficients to zero. This form is a canonical structure since it only requires $N$ unit delays for a recursive filter of order $N$. The output signal $y[k]$ for the direct form II is computed by the following equations\n",
"\n",
"\\begin{align}\n",
"w[k] &= x[k] + \\sum_{n=1}^{N} - a_n \\; w[k-n] \\\\\n",
"y[k] &= \\sum_{m=0}^{M} b_m \\; w[k-m]\n",
"\\end{align}\n",
"\n",
"The samples $w[k-m]$ are termed *state* (variables) of a digital filter."
]
},
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"cell_type": "markdown",
"metadata": {},
"source": [
"### Transposed Direct Form II\n",
"\n",
"The block diagrams above can be interpreted as linear [signal flow graphs](https://en.wikipedia.org/wiki/Signal-flow_graph). The theory of these graphs provides useful transformations into different forms which preserve the overall transfer function. Of special interest is the *transposition* or *reversal* of a graph which can be achieved by\n",
"\n",
"* exchanging in- and output,\n",
"* exchanging signal split and summation points, and\n",
"* reversing the directions of the signal flows.\n",
"\n",
"Applying this procedure to the direct form II shown above for $N=M$ yields the transposed direct form II\n",
"\n",
"\n",
"\n",
"The output signal of the transposed direct form II is given as\n",
"\n",
"\\begin{equation}\n",
"y[k] = b_0 x[k] + \\sum_{m=1}^{M} b_m x[k-n] - \\sum_{n=1}^{N} a_n y[k-n]\n",
"\\end{equation}\n",
"\n",
"Using the signal before the $n$-th delay unit as internal state $w_n[k]$ we can reformulate this into a set of difference equations for computation of the output signal\n",
"\n",
"\\begin{align}\n",
"w_n[k] &= \n",
"\\begin{cases}\n",
"w_{n+1}[k-1] - a_n y[k] + b_n x[k] & \\text{for } n=0,1,\\dots,N-1 \\\\\n",
"-a_N y[k] + b_N x[k] & \\text{for } n=N\n",
"\\end{cases}\\\\\n",
"y[k] &= w_1[k-1] + b_0 x[k]\n",
"\\end{align}"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"#### Example - Computation of output signal\n",
"\n",
"The following example illustrates the computation of the impulse response $h[k]$ of a 2nd-order recursive system using the transposed direct form II as realized by `scipy.signal.lfilter`."
]
},
{
"cell_type": "code",
"execution_count": 1,
"metadata": {},
"outputs": [
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\n",
"image/svg+xml": [
"\n",
"\n",
"\n",
"\n"
],
"text/plain": [
""
]
},
"metadata": {},
"output_type": "display_data"
}
],
"source": [
"import numpy as np\n",
"import matplotlib.pyplot as plt\n",
"import scipy.signal as sig\n",
"\n",
"p = 0.90 * np.exp(-1j * np.pi / 4)\n",
"a = np.poly([p, np.conj(p)]) # denominator coefficients\n",
"b = [1, 0, 0] # numerator coefficients\n",
"N = 40 # number of computed samples\n",
"\n",
"# generate input signal (= Dirac impulse)\n",
"k = np.arange(N)\n",
"x = np.where(k == 0, 1.0, 0.0)\n",
"\n",
"# filter signal using transposed direct form II\n",
"h = sig.lfilter(b, a, x)\n",
"\n",
"# plot output signal\n",
"plt.figure(figsize=(8, 4))\n",
"plt.stem(h)\n",
"plt.title(\"Impulse response\")\n",
"plt.xlabel(r\"$k$\")\n",
"plt.ylabel(r\"$h[k]$\")\n",
"plt.axis([-1, N, -1.5, 1.5])\n",
"plt.grid()"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"**Exercise**\n",
"\n",
"* Compute the step-response $h_\\epsilon[k] = \\mathcal{H} \\{ \\epsilon[k] \\}$ of the filter by modifying above example.\n",
"\n",
"Solution: The step response can be computed by changing the input signal to \n",
"\n",
"```python\n",
"x = np.where(k>=0, 1.0, 0.0)\n",
"``` \n",
"\n",
"or by cumulative summation of the impulse response due to the relation $h_\\epsilon[k] = \\sum_{\\kappa =0}^k h[k]$ of the step response to the impulse response\n",
"\n",
"```python\n",
"he = np.cumsum(h)\n",
"```"
]
},
{
"cell_type": "markdown",
"metadata": {
"nbsphinx": "hidden"
},
"source": [
"**Copyright**\n",
"\n",
"This notebook is provided as [Open Educational Resource](https://en.wikipedia.org/wiki/Open_educational_resources). Feel free to use the notebook for your own purposes. The text is licensed under [Creative Commons Attribution 4.0](https://creativecommons.org/licenses/by/4.0/), the code of the IPython examples under the [MIT license](https://opensource.org/licenses/MIT). Please attribute the work as follows: *Sascha Spors, Digital Signal Processing - Lecture notes featuring computational examples*."
]
}
],
"metadata": {
"kernelspec": {
"display_name": "Python 3",
"language": "python",
"name": "python3"
},
"language_info": {
"codemirror_mode": {
"name": "ipython",
"version": 3
},
"file_extension": ".py",
"mimetype": "text/x-python",
"name": "python",
"nbconvert_exporter": "python",
"pygments_lexer": "ipython3",
"version": "3.7.9"
}
},
"nbformat": 4,
"nbformat_minor": 1
}